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V-Lab

Eratex Djaja Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:179.30% (-5.26%)
Analysis last updated: Sunday, February 8, 2026 at 04:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eratex Djaja SGARCH
paramt-stat
ω0.93704.20
α0.15026.27
β0.788323.53
γ1-0.0169-0.12
γ20.12580.58
γ3-0.2636-2.05
γ40.28872.95
γ5-0.2648-2.04
γ60.24541.71
γ7-0.2306-1.74
γ80.15121.35
γ90.22551.07
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts